-20.0%
PCG vs AR
+11.6%
-31.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -2.2% | +2.1% | -4.3% | -2.3% |
| 30D | -0.5% | +4.5% | -5.0% | -0.7% |
| 3M | -24.0% | +1.0% | -25.0% | -24.1% |
| 6M | -18.6% | +4.4% | -23.0% | -18.9% |
| YTD | -17.7% | +10.9% | -28.6% | -18.6% |
| 1Y | -20.0% | +8.6% | -28.6% | -20.9% |
| All | -20.0% | +11.6% | -31.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling